CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 10-May-2023

Day Change Summary
	Previous	Current
	09-May-2023	10-May-2023	Change	Change %	Previous Week
Open	0.7497	0.7491	-0.0006	-0.1%	0.7397
High	0.7498	0.7517	0.0019	0.3%	0.7499
Low	0.7481	0.7475	-0.0006	-0.1%	0.7353
Close	0.7496	0.7493	-0.0004	0.0%	0.7498
Range	0.0017	0.0042	0.0025	147.1%	0.0146
ATR	0.0040	0.0040	0.0000	0.3%	0.0000
Volume	530	408	-122	-23.0%	1,712

Daily Pivots for day following 10-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7621	0.7599	0.7516
R3	0.7579	0.7557	0.7504
R2	0.7537	0.7537	0.7500
R1	0.7515	0.7515	0.7496	0.7526
PP	0.7495	0.7495	0.7495	0.7500
S1	0.7473	0.7473	0.7489	0.7484
S2	0.7453	0.7453	0.7485
S3	0.7411	0.7431	0.7481
S4	0.7369	0.7389	0.7469

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7886	0.7837	0.7578
R3	0.7741	0.7692	0.7538
R2	0.7595	0.7595	0.7524
R1	0.7546	0.7546	0.7511	0.7571
PP	0.7450	0.7450	0.7450	0.7462
S1	0.7401	0.7401	0.7484	0.7425
S2	0.7304	0.7304	0.7471
S3	0.7159	0.7255	0.7457
S4	0.7013	0.7110	0.7417

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7526	0.7355	0.0171	2.3%	0.0048	0.6%	80%	False	False	339
10	0.7526	0.7337	0.0189	2.5%	0.0044	0.6%	82%	False	False	308
20	0.7534	0.7337	0.0197	2.6%	0.0040	0.5%	79%	False	False	195
40	0.7534	0.7264	0.0270	3.6%	0.0037	0.5%	85%	False	False	133
60	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	86%	False	False	153
80	0.7537	0.7244	0.0293	3.9%	0.0032	0.4%	85%	False	False	117
100	0.7537	0.7244	0.0293	3.9%	0.0030	0.4%	85%	False	False	95
120	0.7549	0.7244	0.0305	4.1%	0.0028	0.4%	81%	False	False	82

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7695
2.618	0.7626
1.618	0.7584
1.000	0.7559
0.618	0.7542
HIGH	0.7517
0.618	0.7500
0.500	0.7496
0.382	0.7491
LOW	0.7475
0.618	0.7449
1.000	0.7433
1.618	0.7407
2.618	0.7365
4.250	0.7296

Fisher Pivots for day following 10-May-2023
Pivot	1 day	3 day
R1	0.7496	0.7500
PP	0.7495	0.7498
S1	0.7494	0.7495

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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